Historical option data for ANGELONE
26 May 2026 04:10 PM IST
| ANGELONE 30-Jun-2026 (34d) 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0
Theta: -0.23
Gamma: 0.00866
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 344.45 | 25.45 | -3.25 (-11.32%) | 38.78 | 297 | 159 | 294 | |||||||||
| 25 May | 346.45 | 29.05 | 4.05 (16.20%) | 41.61 | 67 | -5 | 135 | |||||||||
| 22 May | 339.35 | 25 | 0.05 (0.20%) | 41.81 | 78 | -19 | 140 | |||||||||
| 21 May | 339.65 | 25.4 | 8.65 (51.64%) | 43.42 | 504 | -45 | 159 | |||||||||
| 20 May | 325.00 | 16.4 | -2.35 (-12.53%) | 41.24 | 323 | -5 | 203 | |||||||||
| 19 May | 328.00 | 19.3 | 11.3 (141.25%) | 41.07 | 395 | 194 | 209 | |||||||||
| 18 May | 303.95 | 8.15 | -0.85 (-9.44%) | 41.51 | 24 | 10 | 15 | |||||||||
| 15 May | 306.85 | 9.3 | -8.9 (-48.90%) | 38.64 | 2 | 0 | 4 | |||||||||
| 14 May | 303.70 | 18.2 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 13 May | 298.15 | 18.2 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 12 May | 299.10 | 18.2 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 11 May | 317.20 | 18.2 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 326.00 | 18.2 | 6.59 (56.76%) | 39.54 | 3 | 0 | 1 | |||||||||
| 7 May | 322.60 | 11.61 | -9.54 (-45.11%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 316.85 | 11.61 | -9.54 (-45.11%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 314.40 | 11.61 | -9.54 (-45.11%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 307.70 | 11.61 | -9.54 (-45.11%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 308.71 | 11.61 | 6.27 (117.42%) | 37.11 | 1 | 0 | 0 | |||||||||
| 29 Apr | 313.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 322.47 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 292.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 280.46 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 280.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 281.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 330 expiring on 30JUN2026
Delta for 330 CE is 0.68
Historical price for 330 CE is as follows
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 25.45, which was -3.25 lower than the previous day. The implied volatity was 38.78, the open interest changed by 159 which increased total open position to 294
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 29.05, which was 4.05 higher than the previous day. The implied volatity was 41.61, the open interest changed by -5 which decreased total open position to 135
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 25, which was 0.05 higher than the previous day. The implied volatity was 41.81, the open interest changed by -19 which decreased total open position to 140
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 25.4, which was 8.65 higher than the previous day. The implied volatity was 43.42, the open interest changed by -45 which decreased total open position to 159
On 20 May ANGELONE was trading at 325.00. The strike last trading price was 16.4, which was -2.35 lower than the previous day. The implied volatity was 41.24, the open interest changed by -5 which decreased total open position to 203
On 19 May ANGELONE was trading at 328.00. The strike last trading price was 19.3, which was 11.3 higher than the previous day. The implied volatity was 41.07, the open interest changed by 194 which increased total open position to 209
On 18 May ANGELONE was trading at 303.95. The strike last trading price was 8.15, which was -0.85 lower than the previous day. The implied volatity was 41.51, the open interest changed by 10 which increased total open position to 15
On 15 May ANGELONE was trading at 306.85. The strike last trading price was 9.3, which was -8.9 lower than the previous day. The implied volatity was 38.64, the open interest changed by 0 which decreased total open position to 4
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 18.2, which was 6.59 higher than the previous day. The implied volatity was 39.54, the open interest changed by 0 which decreased total open position to 1
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 11.61, which was -9.54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 11.61, which was -9.54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 11.61, which was -9.54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 11.61, which was -9.54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 11.61, which was 6.27 higher than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 0
On 29 Apr ANGELONE was trading at 313.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ANGELONE was trading at 292.61. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr ANGELONE was trading at 280.46. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ANGELONE was trading at 280.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ANGELONE was trading at 281.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 30-Jun-2026 (34d) 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0
Theta: -0.18
Gamma: 0.00876
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 344.45 | 9.35 | 0 (0.00%) | 38.4 | 322 | 49 | 250 |
| 25 May | 346.45 | 8.95 | -3.05 (-25.42%) | 39.91 | 169 | 40 | 200 |
| 22 May | 339.35 | 12.05 | -1.05 (-8.02%) | 39.23 | 166 | 6 | 159 |
| 21 May | 339.65 | 12.95 | -6.65 (-33.93%) | 41.24 | 291 | 104 | 153 |
| 20 May | 325.00 | 19.2 | -0.2 (-1.03%) | 40.94 | 70 | 12 | 49 |
| 19 May | 328.00 | 18.75 | -13.9 (-42.57%) | 44.1 | 109 | 36 | 38 |
| 18 May | 303.95 | 32.65 | 1.9 (6.18%) | 38.82 | 1 | 0 | 1 |
| 15 May | 306.85 | 30.75 | -0.55 (-1.76%) | 43.86 | 1 | 0 | 1 |
| 14 May | 303.70 | 31.3 | 10.75 (52.31%) | 0 | 1 | 0 | 1 |
| 13 May | 298.15 | 20.55 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 299.10 | 20.55 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 317.20 | 20.55 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 326.00 | 20.55 | -68.34 (-76.88%) | 40.97 | 1 | 0 | 0 |
| 7 May | 322.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 316.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 314.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 307.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 308.71 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 313.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 322.47 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 292.61 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 280.46 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 280.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 281.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Angel One Limited - strike price 330 expiring on 30JUN2026
Delta for 330 PE is -0.33
Historical price for 330 PE is as follows
On 26 May ANGELONE was trading at 344.45. The strike last trading price was 9.35, which was 0 lower than the previous day. The implied volatity was 38.4, the open interest changed by 49 which increased total open position to 250
On 25 May ANGELONE was trading at 346.45. The strike last trading price was 8.95, which was -3.05 lower than the previous day. The implied volatity was 39.91, the open interest changed by 40 which increased total open position to 200
On 22 May ANGELONE was trading at 339.35. The strike last trading price was 12.05, which was -1.05 lower than the previous day. The implied volatity was 39.23, the open interest changed by 6 which increased total open position to 159
On 21 May ANGELONE was trading at 339.65. The strike last trading price was 12.95, which was -6.65 lower than the previous day. The implied volatity was 41.24, the open interest changed by 104 which increased total open position to 153
On 20 May ANGELONE was trading at 325.00. The strike last trading price was 19.2, which was -0.2 lower than the previous day. The implied volatity was 40.94, the open interest changed by 12 which increased total open position to 49
On 19 May ANGELONE was trading at 328.00. The strike last trading price was 18.75, which was -13.9 lower than the previous day. The implied volatity was 44.1, the open interest changed by 36 which increased total open position to 38
On 18 May ANGELONE was trading at 303.95. The strike last trading price was 32.65, which was 1.9 higher than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 1
On 15 May ANGELONE was trading at 306.85. The strike last trading price was 30.75, which was -0.55 lower than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 1
On 14 May ANGELONE was trading at 303.70. The strike last trading price was 31.3, which was 10.75 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May ANGELONE was trading at 298.15. The strike last trading price was 20.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May ANGELONE was trading at 299.10. The strike last trading price was 20.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ANGELONE was trading at 317.20. The strike last trading price was 20.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May ANGELONE was trading at 326.00. The strike last trading price was 20.55, which was -68.34 lower than the previous day. The implied volatity was 40.97, the open interest changed by 0 which decreased total open position to 0
On 7 May ANGELONE was trading at 322.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May ANGELONE was trading at 316.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May ANGELONE was trading at 314.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May ANGELONE was trading at 307.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr ANGELONE was trading at 308.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr ANGELONE was trading at 313.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr ANGELONE was trading at 322.47. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ANGELONE was trading at 292.61. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr ANGELONE was trading at 280.46. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ANGELONE was trading at 280.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ANGELONE was trading at 281.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
